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159
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CSDA
2006
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CSDA 2006
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Forecasting daily time series using periodic unobserved components time series models
15 years 3 months ago
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www.cass.city.ac.uk
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
Siem Jan Koopman, Marius Ooms
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